1. Should be available online, but once you factor in shipping it may turn out roughly the same.
2. Well I've been disappointed with lego pricing for about the last 2 years. But there are plenty of others who are quite happy to pay. Since you're such an Ancient Egypt nut I think the premium would be acceptable? If these stay a Big W exclusive (i.e Kmart doesn't get them) my advice would be to just buy them. Big W's toy sales/discounts are few and far between and a lot of stuff just disappears off the shelves once the season is over instead of making it to sales time. If you really want them, the risk in waiting may not be worth it.
3. If I recall correctly Lego Adventurers about a decade back started with Egyptian themed sets. Nothing as awesome/extravagant as what we're seeing now though :D
http://www.brickset.com/browse/theme...ubtheme=Desert